Last Update: 20 Sep 2021 5:15 GMT+0

The Egypt 10Y Government Bond has a 15.238% yield.

10 Years vs 2 Years bond spread is 105.4 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 8.25% (last modification in November 2020).

The Egypt credit rating is B, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 439.25 and implied probability of default is 7.32%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 91.5 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 76.6 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 105.4 bp Normal Convexity in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
B
-
Moody's Investors Service
B2
-
Fitch Ratings
B+
-
DBRS
-
-
Egypt Credit Ratings History
Interest Rates
Central Bank Rate 8.25%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 439.25 -1.39 % +2.39 % +54.01 % 7.32 %

Egypt Government Bonds

Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.

Price refers to a hypothetical zero coupon bond, with a face value 100.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 12.947% -80.2 bp -63.3 bp
6 months 12.890% -62.7 bp -80.2 bp
9 months 12.845% -56.0 bp -61.7 bp
1 year 13.269% -5.0 bp -8.9 bp 88.29 +0.05 % +0.08 %
2 years 14.184% -26.2 bp +3.6 bp 76.70 +0.46 % -0.07 %
3 years 15.043% -14.1 bp +48.4 bp 65.68 +0.37 % -1.25 %
5 years 14.950% -37.9 bp +6.9 bp 49.83 +1.67 % -0.30 %
7 years 15.094% -30.0 bp +17.0 bp 37.38 +1.85 % -1.03 %
10 years 15.238% -37.8 bp +10.4 bp 24.21 +3.33 % -0.90 %

Egypt 10Y Bond Yield Spread

The Egypt 10Y Government Bond has a 15.238% yield. Click on Spread value for the historical serie.

A positive spread, marked by a red circle, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.

Click on the values in "Current Spread" column, for the historical series of the spread.

Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.

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Egypt 10Y vs Current Spread Chg 1M Chg 6M
Germany 10Y 1552.0 bp -59.1 bp +9.8 bp Compare
Japan 10Y 1519.3 bp -41.7 bp +16.8 bp Compare
France 10Y 1519.1 bp -57.3 bp +1.6 bp Compare
Spain 10Y 1488.3 bp -52.1 bp +9.4 bp Compare
Italy 10Y 1452.0 bp -54.9 bp +5.3 bp Compare
United Kingdom 10Y 1439.0 bp -69.9 bp +10.2 bp Compare
Canada 10Y 1395.5 bp -51.8 bp +41.3 bp Compare
Australia 10Y 1391.1 bp -63.2 bp +62.6 bp Compare
United States 10Y 1387.5 bp -48.6 bp +47.1 bp Compare
China 10Y 1234.7 bp -40.1 bp +48.1 bp Compare
India 10Y 907.8 bp -30.4 bp +13.7 bp Compare
Russia 10Y 815.3 bp -51.3 bp +5.4 bp Compare
Brazil 10Y 414.8 bp -82.1 bp -234.5 bp Compare

Egypt Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.

For each maturity, the current market yield is shown.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
10 years 15.238% 24.21 29.19 39.13 49.08 59.03 68.97
7 years 15.094% 37.38 41.53 49.83 58.12 66.42 74.72
5 years 14.950% 49.83 53.18 59.89 66.61 73.32 80.03
3 years 15.043% 65.68 67.96 72.52 77.09 81.65 86.21
2 years 14.184% 76.70 78.34 81.63 84.91 88.20 91.48
1 year 13.269% 88.29 89.17 90.93 92.70 94.47 96.23
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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